Michigan State University

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20022008

most citedImplications of CTEQ global analysis for collider observables

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7 papers · 1 filter

math.PR2008★ 26 cited

Local times of multifractional Brownian sheets

Mark Meerschaert, Dongsheng Wu, Yimin Xiao

Denote by $H (t) = (H_{1} (t), ..., H_{N} (t))$ a function in $t \in R_{+}^{N}$ with values in $(0, 1)^{N}$ . Let ${B^{H (t)} (t)} = {B^{H (t)} (t), t \in R_{+}^{N}}$ be an $(N, d)$ -multifr…

math.PR2008★ 51 cited

Joint continuity of the local times of fractional Brownian sheets

Antoine Ayache, Dongsheng Wu, Yimin Xiao

Let $B^{H} = {B^{H} (t), t \in R_{+}^{N}}$ be an $(N, d)$ -fractional Brownian sheet with index $H = (H_{1}, ..., H_{N}) \in (0, 1)^{N}$ defined by $B^H(t)=(B^H_1(t),...,B^H_d(t)) (t\in {\mathbb{R…

math.PR2007★ 23 cited

Large deviations for local time fractional Brownian motion and applications

Mark M. Meerschaert, Erkan Nane, Yimin Xiao

Let $W^H=\{W^H(t), t \in \rr\}$ be a fractional Brownian motion of Hurst index $H \in (0, 1)$ with values in $\rr$, and let $L = {L_{t}, t \geq 0}$ be the local time process at zero…

math.PR2007

Harmonic analysis of additive Levy processes

Davar Khoshnevisan, Yimin Xiao

Let $X_{1}, ..., X_{N}$ denote $N$ independent $d$ -dimensional Lévy processes, and consider the $N$ -parameter random field \[\X(\bm{t}):= X_1(t_1)+...+X_N(t_N).\] First we demonstrate th…

math.PR2006★ 19 cited

Fractal properties of the random string processes

Dongsheng Wu, Yimin Xiao

Let ${u_{t} (x), t \geq 0, x \in R}$ be a random string taking values in $R^{d}$ , specified by the following stochastic partial differential equation [Funaki (1983)]…

math.PR2004

Images of the Brownian Sheet

Davar Khoshnevisan, Yimin Xiao

An N-parameter Brownian sheet in R^d maps a non-random compact set F in R^N_+ to the random compact set B(F) in \R^d. We prove two results on the image-set B(F): (1) It has positiv…